+700.7%
GOOGL vs SLV
+178.7%
+522.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.3% |
| 7D | +5.7% | -3.9% | +9.6% | +6.4% |
| 30D | -15.6% | -15.6% | +0.1% | -13.2% |
| 3M | -13.0% | -23.6% | +10.6% | -9.3% |
| 6M | -22.8% | -42.6% | +19.8% | -16.0% |
| YTD | -4.4% | -30.0% | +25.6% | -2.8% |
| 1Y | +4.5% | -6.6% | +11.1% | -0.3% |
| 3Y | +127.4% | +121.8% | +5.6% | +80.7% |
| 5Y | +102.8% | +92.7% | +10.2% | +62.6% |
| All | +700.7% | +178.7% | +522.0% | +469.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling